Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PMRPX (PIMCO MORTGAGE-BACKED SECURITIES FUND CLASS P) | NA | 8.60% | -1.12% | 0.49% | 1.86% | 2.75% | NA | 3.28% |
Data as of 12/05/2024, AR inception is 05/06/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMRPX (PIMCO MORTGAGE-BACKED SECURITIES FUND CLASS P) | 05/06/2008 | 12/05/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.60 | -1.12 | 0.49 | 1.86 | 2.75 | NA | 3.28 | 5.80 | 5.62 | -13.32 | 0.44 | 5.18 | 6.30 | 1.21 | 4.48 | 2.30 | 1.76 | 6.17 | -1.50 | 4.94 | 5.36 | 9.02 | 14.31 | -2.93 |
| Sharpe Ratio | NA | 0.35 | -0.69 | -0.32 | 0.06 | NA | NA | 0.50 | -0.11 | 0.17 | -1.75 | 0.21 | 1.52 | 2.41 | -0.04 | 1.56 | 0.96 | 0.69 | 2.52 | -0.44 | 2.81 | 1.80 | 2.94 | 3.31 | -0.64 |
| Standard Deviation(%) | NA | 5.64 | 7.45 | 6.02 | 4.57 | NA | NA | 4.32 | 5.51 | 8.16 | 8.46 | 1.97 | 3.23 | 2.03 | 2.54 | 2.48 | 2.20 | 2.51 | 2.44 | 3.45 | 1.75 | 2.96 | 3.04 | 4.30 | 8.11 |
| Draw Down(%) | NA | 3.81 | 17.92 | 18.22 | 18.22 | NA | NA | 18.22 | 3.81 | 8.55 | 17.69 | 1.13 | 4.95 | 0.77 | 2.07 | 1.24 | 3.18 | 1.42 | 0.87 | 4.59 | 0.64 | 1.49 | 2.38 | 1.62 | 7.40 |
| Yield(%) | 0.00 | 4.58 | 4.18 | 3.57 | 3.31 | 3.84 | 3.38 | 4.22 | 4.10 | 5.60 | 3.99 | 2.38 | 2.84 | 3.69 | 3.35 | 2.98 | 3.07 | 2.32 | 2.87 | 2.66 | 4.61 | 5.93 | 6.81 | 10.23 | 4.26 |
Data as of 12/05/2024, AR inception is 05/06/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMRPX (PIMCO MORTGAGE-BACKED SECURITIES FUND CLASS P) |
-5.36%
Oct 2020 - Oct 2023 |
-0.87%
Oct 2017 - Oct 2022 |
0.84%
Oct 2012 - Oct 2022 |
2.71%
Nov 2009 - Nov 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMRPX (PIMCO MORTGAGE-BACKED SECURITIES FUND CLASS P) |
9.85%
Nov 2008 - Nov 2011 |
6.78%
Oct 2008 - Oct 2013 |
4.75%
Nov 2008 - Nov 2018 |
3.31%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart